+139.7%
PAAS vs FGI
-70.4%
+210.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.5% | -9.9% | -2.4% |
| 7D | -2.9% | +0.5% | -3.4% | -2.9% |
| 30D | +6.8% | +65.4% | -58.6% | +6.8% |
| 3M | -2.9% | +23.5% | -26.4% | -2.5% |
| 6M | -16.4% | +60.5% | -77.0% | -17.6% |
| YTD | 0.0% | +30.0% | -30.0% | -1.0% |
| 1Y | +54.3% | +82.1% | -27.7% | +50.4% |
| 3Y | +230.7% | -4.4% | +235.1% | +220.5% |
| All | +139.7% | -70.4% | +210.0% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling